Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.07% | 14.28 CHF | 14.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,610,090 CHF | 3,612,590 CHF | 99.42% | 99.42% |
18/12/2024 | 0.07% | 14.89 CHF | 14.90 CHF | 250,000 | 250,000 | 249,806 | 249,806 | 3,743,610 CHF | 3,746,110 CHF | 100.00% | 100.00% |
17/12/2024 | 0.07% | 14.95 CHF | 14.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,767,420 CHF | 3,769,920 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 15.07 CHF | 15.08 CHF | 250,000 | 250,000 | 249,743 | 249,743 | 3,767,770 CHF | 3,770,270 CHF | 99.37% | 99.37% |
13/12/2024 | 0.07% | 15.18 CHF | 15.19 CHF | 250,000 | 250,000 | 249,691 | 249,691 | 3,830,440 CHF | 3,832,940 CHF | 100.00% | 100.00% |
12/12/2024 | 0.07% | 15.16 CHF | 15.17 CHF | 250,000 | 250,000 | 249,691 | 249,691 | 3,787,050 CHF | 3,789,550 CHF | 99.53% | 99.53% |
11/12/2024 | 0.07% | 15.08 CHF | 15.09 CHF | 250,000 | 250,000 | 249,213 | 249,213 | 3,731,770 CHF | 3,734,270 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 14.96 CHF | 14.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,742,490 CHF | 3,744,990 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 14.97 CHF | 14.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,766,060 CHF | 3,768,560 CHF | 97.79% | 97.79% |
06/12/2024 | 0.07% | 15.05 CHF | 15.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,776,420 CHF | 3,778,920 CHF | 100.00% | 100.00% |